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Malliavin Matrix of Degenerate SDE and Gradient Estimate (1308.5776v3)
Published 27 Aug 2013 in math.PR
Abstract: In this paper, we prove that the inverse of Malliavin matrix is p integrable for a kind of degenerate stochastic differential equation under some conditions, which like to Hormander condition, but don't need all the coefficients of the SDE are smooth. Furthermore, we obtain a uniform estimation for Malliavin matrix, a gradient estimate, and prove that the semigroup generated by the SDE is strong Feller. Also some examples are given.
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